FTSE Russell Factsheet FTSE Global All Cap Index bmktitle1 The FTSE Global All Cap Index is a market-capitalisation weighted index representing the performance of the large, mid and small cap stocks globally. The index aggregate of around 8,000 stocks cover Developed and Emerging Markets and is suitable as the basis for investment products, such as funds, derivatives and exchange-traded funds. 5-Year Performance - Total Return 180 170 160 150 140 130 120 110 100 (USD) Jun-2013 Jun-2014 Jun-2015 Jun-2016 Jun-2017 Jun-2018 Data as at month end FTSE Global All Cap FTSE Global Large Cap FTSE Global Mid Cap FTSE Global Small Cap Performance and Volatility - Total Return FTSE All-World Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE Global All Cap 0.8 0.0 0.0 11.5 28.8 61.9 8.8 10.1 8.8 11.9 10.1 FTSE Global Large Cap 0.6-0.3-0.3 11.2 28.7 60.6 8.8 9.9 9.0 11.8 10.1 FTSE Global Mid Cap 0.3-0.3-0.3 11.2 28.8 64.4 8.8 10.5 8.5 12.4 10.2 FTSE Global Small Cap 2.5 2.0 2.0 13.8 29.5 66.3 9.0 10.7 9.0 12.9 10.8 FTSE All-World 0.6-0.3-0.3 11.2 28.7 61.3 8.8 10.0 8.8 11.9 10.1 * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Year-on-Year Performance - Total Return Index % (USD) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 FTSE Global All Cap -42.2 37.5 14.8-7.6 17.2 23.9 4.5-1.7 9.0 24.4 FTSE Global Large Cap -41.4 34.7 11.7-6.8 16.9 22.6 4.9-1.9 8.5 24.7 FTSE Global Mid Cap -43.4 44.0 20.3-9.4 18.2 26.8 4.3-0.6 9.4 24.4 Data as at: 29 June 2018 FEATURES Coverage Approximately 8,000 stocks that cover Developed and Emerging Markets. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency The index uses a transparent, rules-based construction process. Index methodologies are freely available on the FTSE Russell website. Availability The index is calculated based on price and total return methodologies, both real time intra-second and end-of-day. Industry Classification Benchmark (ICB) Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. FTSE Global Small Cap -45.9 48.0 26.8-10.4 17.8 28.0 2.5-2.0 11.8 22.6 FTSE All-World -41.8 36.2 13.2-7.3 17.1 23.3 4.8-1.7 8.6 24.6 1 of 5
Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Global All Cap 1.2 0.7 1.0 0.4-8.8-17.5-19.2-50.7 FTSE Global Large Cap 1.2 0.7 1.0 0.4-9.1-17.2-18.6-50.0 FTSE Global Mid Cap 1.3 0.7 1.0 0.4-8.8-17.3-19.8-51.9 FTSE Global Small Cap 1.5 0.7 1.0 0.4-8.7-19.9-21.9-54.1 FTSE All-World 1.2 0.7 1.0 0.4-8.9-17.2-18.8-50.3 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data INFORMATION Index Launch 1 September 2003 Base Date 31 December 2002 Base Value 200 Investability Screen Actual free float applied and liquidity screened Index Calculation Real-time and end-of-day End-of-Day Distribution Via FTP and email Currency USD, GBP, JPY, EUR and Local Review Dates Semi-annually in March and September 2 of 5
Country Breakdown Country No. of Cons Net MCap (USDm) Wgt % Australia 249 1,179,081 2.28 Austria 29 56,743 0.11 Belgium 38 189,490 0.37 Brazil 128 344,787 0.67 Canada 212 1,601,995 3.10 Chile 32 64,869 0.13 China 473 1,713,604 3.32 Colombia 12 25,226 0.05 Czech Rep. 6 9,505 0.02 Denmark 39 268,737 0.52 Egypt 18 12,200 0.02 Finland 36 190,865 0.37 France 143 1,577,932 3.06 Germany 160 1,493,897 2.89 Greece 22 21,728 0.04 Hong Kong 191 614,720 1.19 Hungary 5 15,686 0.03 India 305 588,519 1.14 Indonesia 69 109,329 0.21 Ireland 12 44,942 0.09 Israel 60 88,493 0.17 Italy 98 435,716 0.84 Japan 1329 4,247,004 8.22 Korea 408 859,475 1.66 Malaysia 90 162,610 0.31 Mexico 67 174,962 0.34 Netherlands 55 565,987 1.10 New Zealand 32 55,450 0.11 Norway 47 148,804 0.29 Pakistan 24 11,220 0.02 Peru 3 18,213 0.04 Philippines 43 63,836 0.12 Poland 42 62,636 0.12 Portugal 14 33,771 0.07 Qatar 20 45,828 0.09 Russia 46 192,578 0.37 Singapore 76 214,418 0.42 South Africa 117 372,937 0.72 Spain 67 493,104 0.95 Sweden 113 478,205 0.93 Switzerland 110 1,206,866 2.34 Taiwan 419 767,128 1.49 Thailand 112 186,982 0.36 Turkey 80 47,672 0.09 UAE 26 42,670 0.08 UK 321 3,033,837 5.87 USA 1867 27,505,578 53.26 Totals 7865 51,639,835 100.00 3 of 5
29 June 2018 FTSE Global All Cap Index Data as at: 29 June 2018 Top 10 Constituents Constituent Country ICB Sector Net MCap (USDm) Wgt % Apple Inc. USA Technology Hardware & Equipment 909,309 1.76 Microsoft Corp USA Software & Computer Services 746,327 1.45 Amazon.Com USA General Retailers 690,070 1.34 Facebook Class A USA Software & Computer Services 461,434 0.89 JPMorgan Chase & Co USA Banks 352,544 0.68 Exxon Mobil Corporation USA Oil & Gas Producers 349,999 0.68 Alphabet Class C USA Software & Computer Services 339,222 0.66 Alphabet Class A USA Software & Computer Services 336,861 0.65 Johnson & Johnson USA Pharmaceuticals & Biotechnology 325,310 0.63 Tencent Holdings (P Chip) China Software & Computer Services 285,694 0.55 Totals 4,796,771 9.29 ICB Industry Breakdown ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt % 0001 Oil & Gas 326 3,325,077 6.44 1000 Basic Materials 620 2,525,300 4.89 2000 Industrials 1676 7,085,919 13.72 3000 Consumer Goods 1005 5,965,023 11.55 4000 Health Care 538 5,350,754 10.36 5000 Consumer Services 1006 5,862,999 11.35 6000 Telecommunications 128 1,295,004 2.51 7000 Utilities 287 1,543,635 2.99 8000 Financials 1642 11,268,317 21.82 9000 Technology 637 7,417,806 14.36 Totals 7865 51,639,835 100.00 Index Characteristics Attributes FTSE Global All Cap FTSE Global Large Cap FTSE Global Mid Cap FTSE Global Small Cap Number of constituents 7865 1447 1733 4685 Net MCap (USDm) 51,639,835 37,515,615 7,936,926 6,187,294 Dividend Yield % 2.35 2.50 2.10 1.82 Constituent Sizes (Net MCap USDm) Average 6,566 25,926 4,580 1,321 Largest 909,309 909,309 34,425 17,587 Smallest 0 91 89 0 Median 1,378 8,979 2,522 697 Weight of Largest Constituent (%) 1.76 2.42 0.43 0.28 Top 10 Holdings (% Index MCap) 9.29 12.79 3.47 2.14 4 of 5
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